DXNLX vs. QLD

In the year-to-date period, DXNLX achieves a 0.49% return, which is significantly higher than QLD's -3.22% return.

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DXNLX has a 1.19% expense ratio, which is higher than QLD's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) and ProShares Ultra QQQ (QLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DXNLX Sharpe Ratio is 0.49, which is higher than the QLD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of DXNLX and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXNLX's dividend yield for the trailing twelve months is around 2.81%, more than QLD's 0.23% yield.

The maximum DXNLX drawdown since its inception was -43.78%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for DXNLX and QLD.

The current volatility for Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) is 6.91%, while ProShares Ultra QQQ (QLD) has a volatility of 11.09%. This indicates that DXNLX experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.